-50.9%
NIO vs EPAM
+17.8%
-68.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -1.8% | +18.5% | -20.4% | -8.2% |
| 30D | -6.6% | +44.0% | -50.7% | -18.4% |
| 3M | -29.9% | +63.0% | -92.9% | -41.6% |
| 6M | -46.6% | +67.3% | -113.9% | -57.0% |
| YTD | -36.5% | -20.5% | -15.9% | -35.1% |
| 1Y | -51.1% | -9.6% | -41.5% | -52.6% |
| 3Y | -55.2% | -30.8% | -24.4% | -54.8% |
| 5Y | -92.3% | -75.6% | -16.7% | -89.3% |
| All | -50.9% | +17.8% | -68.7% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling